It is narrated from Sayyidah Aishah (may Allah be pleased with her) that she said: I saw the Messenger of Allah (peace and blessings be upon him) praying while sitting cross-legged.
Sayyiduna Abdullah bin al-Zubayr (may Allah be pleased with him) narrates that when the Messenger of Allah (peace and blessings be upon him) sat in the prayer, he would place his left foot between his (right) thigh and shin and lay his right foot flat; however, that was in the sitting for the tashahhud, and perhaps that (sitting cross-legged) was due to some illness, and Allah knows best.
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الصلاة / 3662